+166.9%
XLE vs CCEP
+147.2%
+19.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | +5.4% | +2.1% | +3.3% | +5.1% |
| 30D | -3.9% | +10.6% | -14.5% | -5.4% |
| 3M | +7.0% | +10.3% | -3.3% | +5.3% |
| 6M | +14.2% | +31.1% | -16.9% | +8.9% |
| YTD | +48.2% | +32.1% | +16.0% | +40.2% |
| 1Y | +47.7% | +32.8% | +14.9% | +39.6% |
| 3Y | +70.0% | +111.3% | -41.3% | +44.1% |
| All | +166.9% | +147.2% | +19.7% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling